+5.4%
MOD vs NVMI
+2.8%
+2.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.0% | +30.8% | +30.1% |
| 7D | +40.4% | +1.5% | +38.9% | +38.1% |
| 30D | -14.0% | -4.1% | -9.9% | -11.2% |
| 3M | -33.3% | -22.8% | -10.6% | -19.6% |
| 6M | -51.4% | -36.9% | -14.5% | -32.9% |
| YTD | +1.6% | -3.2% | +4.8% | -2.0% |
| 1Y | +5.4% | +7.1% | -1.7% | -8.2% |
| All | +5.4% | +2.8% | +2.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling